/** gets the nonbasic coefficients of a simplex row */
static
SCIP_RETCODE getSimplexCoefficients(
SCIP* scip, /**< SCIP pointer */
SCIP_ROW** rows, /**< LP rows */
int nrows, /**< number LP rows */
SCIP_COL** cols, /**< LP columns */
int ncols, /**< number of LP columns */
SCIP_Real* coef, /**< row of \f$B^{-1} \cdot A\f$ */
SCIP_Real* binvrow, /**< row of \f$B^{-1}\f$ */
SCIP_Real* simplexcoefs, /**< pointer to store the nonbasic simplex-coefficients */
int* nonbasicnumber /**< pointer to store the number of nonbasic simplex-coefficients */
)
{
int r;
int c;
assert( scip != NULL );
assert( rows != NULL );
assert( nonbasicnumber != NULL );
assert( simplexcoefs != NULL );
assert( cols != NULL );
*nonbasicnumber = 0;
/* note: the non-slack variables have to be added first (see the function generateDisjCutSOS1()) */
/* get simplex-coefficients of the non-basic non-slack variables */
for (c = 0; c < ncols; ++c)
{
SCIP_COL* col;
col = cols[c];
assert( col != NULL );
if ( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_LOWER || SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_UPPER )
simplexcoefs[(*nonbasicnumber)++] = coef[c];
}
/* get simplex-coefficients of the non-basic slack variables */
for (r = 0; r < nrows; ++r)
{
SCIP_ROW* row;
row = rows[r];
assert( row != NULL );
if ( SCIProwGetBasisStatus(row) == SCIP_BASESTAT_LOWER || SCIProwGetBasisStatus(row) == SCIP_BASESTAT_UPPER )
{
assert( SCIPisFeasZero(scip, SCIPgetRowLPActivity(scip, row) - SCIProwGetRhs(row)) || SCIPisFeasZero(scip, SCIPgetRowLPActivity(scip, row) - SCIProwGetLhs(row)) );
simplexcoefs[(*nonbasicnumber)++] = binvrow[r];
}
}
return SCIP_OKAY;
}
/** propagate the given binary variable/column using the root reduced cost stored in the SCIP internal data structers
* and check if the implictions can be useful. Deppending on that implictions are used or not used during the search to
* strength the reduced costs.
*/
static
SCIP_RETCODE propagateRootRedcostBinvar(
SCIP* scip, /**< SCIP data structure */
SCIP_PROPDATA* propdata, /**< propagator data structure */
SCIP_VAR* var, /**< variable to use for propagation */
SCIP_COL* col, /**< LP column of the variable */
SCIP_Real cutoffbound, /**< the current cutoff bound */
int* nchgbds /**< pointer to count the number of bound changes */
)
{
SCIP_Real rootredcost;
SCIP_Real rootsol;
SCIP_Real rootlpobjval;
assert(SCIPgetDepth(scip) == 0);
/* skip binary variable if it is locally fixed */
if( SCIPvarGetLbLocal(var) > 0.5 || SCIPvarGetUbLocal(var) < 0.5 )
return SCIP_OKAY;
rootredcost = SCIPvarGetBestRootRedcost(var);
rootsol = SCIPvarGetBestRootSol(var);
rootlpobjval = SCIPvarGetBestRootLPObjval(var);
if( SCIPisFeasZero(scip, rootredcost) )
return SCIP_OKAY;
assert(rootlpobjval != SCIP_INVALID); /*lint !e777*/
if( rootsol > 0.5 )
{
assert(!SCIPisFeasPositive(scip, rootredcost));
/* update maximum reduced cost of a single binary variable */
propdata->maxredcost = MAX(propdata->maxredcost, -rootredcost);
if( rootlpobjval - rootredcost > cutoffbound )
{
SCIPdebugMessage("globally fix binary variable <%s> to 1.0\n", SCIPvarGetName(var));
SCIP_CALL( SCIPchgVarLb(scip, var, 1.0) );
(*nchgbds)++;
return SCIP_OKAY;
}
}
else
{
assert(!SCIPisFeasNegative(scip, rootredcost));
/* update maximum reduced cost of a single binary variable */
propdata->maxredcost = MAX(propdata->maxredcost, rootredcost);
if( rootlpobjval + rootredcost > cutoffbound )
{
SCIPdebugMessage("globally fix binary variable <%s> to 0.0\n", SCIPvarGetName(var));
SCIP_CALL( SCIPchgVarUb(scip, var, 0.0) );
(*nchgbds)++;
return SCIP_OKAY;
}
}
/* evaluate if the implications are useful; the implications are seen to be useful if they provide an increase for
* the root reduced costs
*/
if( !propdata->usefullimplics )
{
SCIP_Real lbredcost;
SCIP_Real ubredcost;
lbredcost = SCIPgetVarImplRedcost(scip, var, FALSE);
assert(!SCIPisFeasPositive(scip, lbredcost));
ubredcost = SCIPgetVarImplRedcost(scip, var, TRUE);
assert(!SCIPisFeasNegative(scip, ubredcost));
switch( SCIPcolGetBasisStatus(col) )
{
case SCIP_BASESTAT_LOWER:
ubredcost -= SCIPgetVarRedcost(scip, var);
assert(!SCIPisFeasNegative(scip, ubredcost));
break;
case SCIP_BASESTAT_UPPER:
lbredcost -= SCIPgetVarRedcost(scip, var);
assert(!SCIPisFeasPositive(scip, lbredcost));
break;
case SCIP_BASESTAT_BASIC:
case SCIP_BASESTAT_ZERO:
default:
break;
}
propdata->usefullimplics = (lbredcost < 0.0) || (ubredcost > 0.0);
}
return SCIP_OKAY;
}
/** propagate the given none binary variable/column using the reduced cost */
static
SCIP_RETCODE propagateRedcostVar(
SCIP* scip, /**< SCIP data structure */
SCIP_VAR* var, /**< variable to use for propagation */
SCIP_COL* col, /**< LP column of the variable */
SCIP_Real lpobjval, /**< objective value of the current LP */
SCIP_Real cutoffbound, /**< the current cutoff bound */
int* nchgbds /**< pointer to count the number of bound changes */
)
{
SCIP_Real redcost;
switch( SCIPcolGetBasisStatus(col) )
{
case SCIP_BASESTAT_LOWER:
redcost = SCIPgetColRedcost(scip, col);
assert(!SCIPisFeasNegative(scip, redcost) || SCIPisFeasEQ(scip, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var)) );
if( SCIPisFeasPositive(scip, redcost) )
{
SCIP_Real oldlb;
SCIP_Real oldub;
oldlb = SCIPvarGetLbLocal(var);
oldub = SCIPvarGetUbLocal(var);
assert(SCIPisEQ(scip, oldlb, SCIPcolGetLb(col)));
assert(SCIPisEQ(scip, oldub, SCIPcolGetUb(col)));
if( SCIPisFeasLT(scip, oldlb, oldub) )
{
SCIP_Real newub;
SCIP_Bool strengthen;
/* calculate reduced cost based bound */
newub = (cutoffbound - lpobjval) / redcost + oldlb;
/* check, if new bound is good enough:
* - integer variables: take all possible strengthenings
* - continuous variables: strengthening must cut part of the variable's dynamic range, and
* at least 20% of the current domain
*/
if( SCIPvarIsIntegral(var) )
{
newub = SCIPadjustedVarUb(scip, var, newub);
strengthen = (newub < oldub - 0.5);
}
else
strengthen = (newub < SCIPcolGetMaxPrimsol(col) && newub <= 0.2 * oldlb + 0.8 * oldub);
if( strengthen )
{
/* strengthen upper bound */
SCIPdebugMessage("redcost strengthening upper bound: <%s> [%g,%g] -> [%g,%g] (ub=%g, lb=%g, redcost=%g)\n",
SCIPvarGetName(var), oldlb, oldub, oldlb, newub, cutoffbound, lpobjval, redcost);
SCIP_CALL( SCIPchgVarUb(scip, var, newub) );
(*nchgbds)++;
}
}
}
break;
case SCIP_BASESTAT_BASIC:
break;
case SCIP_BASESTAT_UPPER:
redcost = SCIPgetColRedcost(scip, col);
assert(!SCIPisFeasPositive(scip, redcost) || SCIPisFeasEQ(scip, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var)) );
if( SCIPisFeasNegative(scip, redcost) )
{
SCIP_Real oldlb;
SCIP_Real oldub;
oldlb = SCIPvarGetLbLocal(var);
oldub = SCIPvarGetUbLocal(var);
assert(SCIPisEQ(scip, oldlb, SCIPcolGetLb(col)));
assert(SCIPisEQ(scip, oldub, SCIPcolGetUb(col)));
if( SCIPisFeasLT(scip, oldlb, oldub) )
{
SCIP_Real newlb;
SCIP_Bool strengthen;
/* calculate reduced cost based bound */
newlb = (cutoffbound - lpobjval) / redcost + oldub;
/* check, if new bound is good enough:
* - integer variables: take all possible strengthenings
* - continuous variables: strengthening must cut part of the variable's dynamic range, and
* at least 20% of the current domain
*/
if( SCIPvarIsIntegral(var) )
{
newlb = SCIPadjustedVarLb(scip, var, newlb);
strengthen = (newlb > oldlb + 0.5);
}
else
strengthen = (newlb > SCIPcolGetMinPrimsol(col) && newlb >= 0.8 * oldlb + 0.2 * oldub);
/* check, if new bound is good enough: at least 20% strengthening for continuous variables */
if( strengthen )
{
/* strengthen lower bound */
SCIPdebugMessage("redcost strengthening lower bound: <%s> [%g,%g] -> [%g,%g] (ub=%g, lb=%g, redcost=%g)\n",
SCIPvarGetName(var), oldlb, oldub, newlb, oldub, cutoffbound, lpobjval, redcost);
SCIP_CALL( SCIPchgVarLb(scip, var, newlb) );
(*nchgbds)++;
}
}
}
break;
case SCIP_BASESTAT_ZERO:
assert(SCIPisFeasZero(scip, SCIPgetColRedcost(scip, col)));
break;
default:
SCIPerrorMessage("invalid basis state\n");
return SCIP_INVALIDDATA;
}
return SCIP_OKAY;
}
/** propagate the given binary variable/column using the reduced cost */
static
SCIP_RETCODE propagateRedcostBinvar(
SCIP* scip, /**< SCIP data structure */
SCIP_PROPDATA* propdata, /**< propagator data structure */
SCIP_VAR* var, /**< variable to use for propagation */
SCIP_COL* col, /**< LP column of the variable */
SCIP_Real requiredredcost, /**< required reduset cost to be able to fix a binary variable */
int* nchgbds, /**< pointer to count the number of bound changes */
SCIP_Bool* cutoff /**< pointer to store if an cutoff was detected */
)
{
SCIP_Real lbredcost;
SCIP_Real ubredcost;
SCIP_Real redcost;
/* skip binary variable if it is locally fixed */
if( SCIPvarGetLbLocal(var) > 0.5 || SCIPvarGetUbLocal(var) < 0.5 )
return SCIP_OKAY;
/* first use the redcost cost to fix the binary variable */
switch( SCIPcolGetBasisStatus(col) )
{
case SCIP_BASESTAT_LOWER:
redcost = SCIPgetVarRedcost(scip, var);
assert(!SCIPisFeasNegative(scip, redcost));
if( redcost > requiredredcost )
{
SCIPdebugMessage("variable <%s>: fixed 0.0 (requiredredcost <%g>, redcost <%g>)\n",
SCIPvarGetName(var), requiredredcost, redcost);
SCIP_CALL( SCIPchgVarUb(scip, var, 0.0) );
(*nchgbds)++;
return SCIP_OKAY;
}
break;
case SCIP_BASESTAT_UPPER:
redcost = SCIPgetVarRedcost(scip, var);
assert(!SCIPisFeasPositive(scip, redcost));
if( -redcost > requiredredcost )
{
SCIPdebugMessage("variable <%s>: fixed 1.0 (requiredredcost <%g>, redcost <%g>)\n",
SCIPvarGetName(var), requiredredcost, redcost);
SCIP_CALL( SCIPchgVarLb(scip, var, 1.0) );
(*nchgbds)++;
return SCIP_OKAY;
}
break;
case SCIP_BASESTAT_BASIC:
return SCIP_OKAY;
case SCIP_BASESTAT_ZERO:
assert(SCIPisFeasZero(scip, SCIPgetColRedcost(scip, col)));
return SCIP_OKAY;
default:
SCIPerrorMessage("invalid basis state\n");
return SCIP_INVALIDDATA;
}
/* second, if the implications should be used and if the implications are seen to be promising used the implied
* reduced costs to fix the binary variable
*/
if( propdata->useimplics && propdata->usefullimplics )
{
/* collect implied reduced costs if the variable would be fixed to its lower bound */
lbredcost = SCIPgetVarImplRedcost(scip, var, FALSE);
assert(!SCIPisFeasPositive(scip, lbredcost) || SCIPisFeasEQ(scip, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var)) );
/* collect implied reduced costs if the variable would be fixed to its upper bound */
ubredcost = SCIPgetVarImplRedcost(scip, var, TRUE);
assert(!SCIPisFeasNegative(scip, ubredcost) || SCIPisFeasEQ(scip, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var)) );
if( -lbredcost > requiredredcost && ubredcost > requiredredcost )
{
SCIPdebugMessage("variable <%s>: cutoff (requiredredcost <%g>, lbredcost <%g>, ubredcost <%g>)\n",
SCIPvarGetName(var), requiredredcost, lbredcost, ubredcost);
(*cutoff) = TRUE;
}
else if( -lbredcost > requiredredcost )
{
SCIPdebugMessage("variable <%s>: fixed 1.0 (requiredredcost <%g>, redcost <%g>, lbredcost <%g>)\n",
SCIPvarGetName(var), requiredredcost, redcost, lbredcost);
SCIP_CALL( SCIPchgVarLb(scip, var, 1.0) );
(*nchgbds)++;
}
else if( ubredcost > requiredredcost )
{
SCIPdebugMessage("variable <%s>: fixed 0.0 (requiredredcost <%g>, redcost <%g>, ubredcost <%g>)\n",
SCIPvarGetName(var), requiredredcost, redcost, ubredcost);
SCIP_CALL( SCIPchgVarUb(scip, var, 0.0) );
(*nchgbds)++;
}
/* update maximum reduced cost of a single binary variable */
propdata->maxredcost = MAX3(propdata->maxredcost, -lbredcost, ubredcost);
}
return SCIP_OKAY;
}
/** LP solution separation method for disjunctive cuts */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpDisjunctive)
{
SCIP_SEPADATA* sepadata;
SCIP_CONSHDLR* conshdlr;
SCIP_DIGRAPH* conflictgraph;
SCIP_ROW** rows;
SCIP_COL** cols;
SCIP_Real* cutcoefs = NULL;
SCIP_Real* simplexcoefs1 = NULL;
SCIP_Real* simplexcoefs2 = NULL;
SCIP_Real* coef = NULL;
SCIP_Real* binvrow = NULL;
SCIP_Real* rowsmaxval = NULL;
SCIP_Real* violationarray = NULL;
int* fixings1 = NULL;
int* fixings2 = NULL;
int* basisind = NULL;
int* basisrow = NULL;
int* varrank = NULL;
int* edgearray = NULL;
int nedges;
int ndisjcuts;
int nrelevantedges;
int nsos1vars;
int nconss;
int maxcuts;
int ncalls;
int depth;
int ncols;
int nrows;
int ind;
int j;
int i;
assert( sepa != NULL );
assert( strcmp(SCIPsepaGetName(sepa), SEPA_NAME) == 0 );
assert( scip != NULL );
assert( result != NULL );
*result = SCIP_DIDNOTRUN;
/* only generate disjunctive cuts if we are not close to terminating */
if ( SCIPisStopped(scip) )
return SCIP_OKAY;
/* only generate disjunctive cuts if an optimal LP solution is at hand */
if ( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
return SCIP_OKAY;
/* only generate disjunctive cuts if the LP solution is basic */
if ( ! SCIPisLPSolBasic(scip) )
return SCIP_OKAY;
/* get LP data */
SCIP_CALL( SCIPgetLPColsData(scip, &cols, &ncols) );
SCIP_CALL( SCIPgetLPRowsData(scip, &rows, &nrows) );
/* return if LP has no columns or no rows */
if ( ncols == 0 || nrows == 0 )
return SCIP_OKAY;
assert( cols != NULL );
assert( rows != NULL );
/* get sepa data */
sepadata = SCIPsepaGetData(sepa);
assert( sepadata != NULL );
/* get constraint handler */
conshdlr = sepadata->conshdlr;
if ( conshdlr == NULL )
return SCIP_OKAY;
/* get number of constraints */
nconss = SCIPconshdlrGetNConss(conshdlr);
if ( nconss == 0 )
return SCIP_OKAY;
/* check for maxdepth < depth, maxinvcutsroot = 0 and maxinvcuts = 0 */
depth = SCIPgetDepth(scip);
if ( ( sepadata->maxdepth >= 0 && sepadata->maxdepth < depth )
|| ( depth == 0 && sepadata->maxinvcutsroot == 0 )
|| ( depth > 0 && sepadata->maxinvcuts == 0 ) )
return SCIP_OKAY;
/* only call the cut separator a given number of times at each node */
ncalls = SCIPsepaGetNCallsAtNode(sepa);
if ( (depth == 0 && sepadata->maxroundsroot >= 0 && ncalls >= sepadata->maxroundsroot)
|| (depth > 0 && sepadata->maxrounds >= 0 && ncalls >= sepadata->maxrounds) )
return SCIP_OKAY;
/* get conflict graph and number of conflict graph edges (note that the digraph arcs were added in both directions) */
conflictgraph = SCIPgetConflictgraphSOS1(conshdlr);
nedges = (int)SCIPceil(scip, (SCIP_Real)SCIPdigraphGetNArcs(conflictgraph)/2);
/* if too many conflict graph edges, the separator can be slow: delay it until no other cuts have been found */
if ( sepadata->maxconfsdelay >= 0 && nedges >= sepadata->maxconfsdelay )
{
int ncutsfound;
ncutsfound = SCIPgetNCutsFound(scip);
if ( ncutsfound > sepadata->lastncutsfound || ! SCIPsepaWasLPDelayed(sepa) )
{
sepadata->lastncutsfound = ncutsfound;
*result = SCIP_DELAYED;
return SCIP_OKAY;
}
}
/* check basis status */
for (j = 0; j < ncols; ++j)
{
if ( SCIPcolGetBasisStatus(cols[j]) == SCIP_BASESTAT_ZERO )
return SCIP_OKAY;
}
/* get number of SOS1 variables */
nsos1vars = SCIPgetNSOS1Vars(conshdlr);
/* allocate buffer arrays */
SCIP_CALL( SCIPallocBufferArray(scip, &edgearray, nedges) );
SCIP_CALL( SCIPallocBufferArray(scip, &fixings1, nedges) );
SCIP_CALL( SCIPallocBufferArray(scip, &fixings2, nedges) );
SCIP_CALL( SCIPallocBufferArray(scip, &violationarray, nedges) );
/* get all violated conflicts {i, j} in the conflict graph and sort them based on the degree of a violation value */
nrelevantedges = 0;
for (j = 0; j < nsos1vars; ++j)
{
SCIP_VAR* var;
var = SCIPnodeGetVarSOS1(conflictgraph, j);
if ( SCIPvarIsActive(var) && ! SCIPisFeasZero(scip, SCIPcolGetPrimsol(SCIPvarGetCol(var))) && SCIPcolGetBasisStatus(SCIPvarGetCol(var)) == SCIP_BASESTAT_BASIC )
{
int* succ;
int nsucc;
/* get successors and number of successors */
nsucc = SCIPdigraphGetNSuccessors(conflictgraph, j);
succ = SCIPdigraphGetSuccessors(conflictgraph, j);
for (i = 0; i < nsucc; ++i)
{
SCIP_VAR* varsucc;
int succind;
succind = succ[i];
varsucc = SCIPnodeGetVarSOS1(conflictgraph, succind);
if ( SCIPvarIsActive(varsucc) && succind < j && ! SCIPisFeasZero(scip, SCIPgetSolVal(scip, NULL, varsucc) ) &&
SCIPcolGetBasisStatus(SCIPvarGetCol(varsucc)) == SCIP_BASESTAT_BASIC )
{
fixings1[nrelevantedges] = j;
fixings2[nrelevantedges] = succind;
edgearray[nrelevantedges] = nrelevantedges;
violationarray[nrelevantedges++] = SCIPgetSolVal(scip, NULL, var) * SCIPgetSolVal(scip, NULL, varsucc);
}
}
}
}
/* sort violation score values */
if ( nrelevantedges > 0)
SCIPsortDownRealInt(violationarray, edgearray, nrelevantedges);
else
{
SCIPfreeBufferArrayNull(scip, &violationarray);
SCIPfreeBufferArrayNull(scip, &fixings2);
SCIPfreeBufferArrayNull(scip, &fixings1);
SCIPfreeBufferArrayNull(scip, &edgearray);
return SCIP_OKAY;
}
SCIPfreeBufferArrayNull(scip, &violationarray);
/* compute maximal number of cuts */
if ( SCIPgetDepth(scip) == 0 )
maxcuts = MIN(sepadata->maxinvcutsroot, nrelevantedges);
else
maxcuts = MIN(sepadata->maxinvcuts, nrelevantedges);
assert( maxcuts > 0 );
/* allocate buffer arrays */
SCIP_CALL( SCIPallocBufferArray(scip, &varrank, ncols) );
SCIP_CALL( SCIPallocBufferArray(scip, &rowsmaxval, nrows) );
SCIP_CALL( SCIPallocBufferArray(scip, &basisrow, ncols) );
SCIP_CALL( SCIPallocBufferArray(scip, &binvrow, nrows) );
SCIP_CALL( SCIPallocBufferArray(scip, &coef, ncols) );
SCIP_CALL( SCIPallocBufferArray(scip, &simplexcoefs1, ncols) );
SCIP_CALL( SCIPallocBufferArray(scip, &simplexcoefs2, ncols) );
SCIP_CALL( SCIPallocBufferArray(scip, &cutcoefs, ncols) );
SCIP_CALL( SCIPallocBufferArray(scip, &basisind, nrows) );
/* get basis indices */
SCIP_CALL( SCIPgetLPBasisInd(scip, basisind) );
/* create vector "basisrow" with basisrow[column of non-slack basis variable] = corresponding row of B^-1;
* compute maximum absolute value of nonbasic row coefficients */
for (j = 0; j < nrows; ++j)
{
SCIP_COL** rowcols;
SCIP_Real* rowvals;
SCIP_ROW* row;
SCIP_Real val;
SCIP_Real max = 0.0;
int nnonz;
/* fill basisrow vector */
ind = basisind[j];
if ( ind >= 0 )
basisrow[ind] = j;
/* compute maximum absolute value of nonbasic row coefficients */
row = rows[j];
assert( row != NULL );
rowvals = SCIProwGetVals(row);
nnonz = SCIProwGetNNonz(row);
rowcols = SCIProwGetCols(row);
for (i = 0; i < nnonz; ++i)
{
if ( SCIPcolGetBasisStatus(rowcols[i]) == SCIP_BASESTAT_LOWER || SCIPcolGetBasisStatus(rowcols[i]) == SCIP_BASESTAT_UPPER )
{
val = REALABS(rowvals[i]);
if ( SCIPisFeasGT(scip, val, max) )
max = REALABS(val);
}
}
/* handle slack variable coefficient and save maximum value */
rowsmaxval[j] = MAX(max, 1.0);
}
/* initialize variable ranks with -1 */
for (j = 0; j < ncols; ++j)
varrank[j] = -1;
/* free buffer array */
SCIPfreeBufferArrayNull(scip, &basisind);
/* for the most promising disjunctions: try to generate disjunctive cuts */
ndisjcuts = 0;
for (i = 0; i < maxcuts; ++i)
{
SCIP_Bool madeintegral;
SCIP_Real cutlhs1;
SCIP_Real cutlhs2;
SCIP_Real bound1;
SCIP_Real bound2;
SCIP_ROW* row = NULL;
SCIP_VAR* var;
SCIP_COL* col;
int nonbasicnumber;
int cutrank = 0;
int edgenumber;
int rownnonz;
edgenumber = edgearray[i];
/* determine first simplex row */
var = SCIPnodeGetVarSOS1(conflictgraph, fixings1[edgenumber]);
col = SCIPvarGetCol(var);
ind = SCIPcolGetLPPos(col);
assert( ind >= 0 );
assert( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_BASIC );
/* get the 'ind'th row of B^-1 and B^-1 \cdot A */
SCIP_CALL( SCIPgetLPBInvRow(scip, basisrow[ind], binvrow, NULL, NULL) );
SCIP_CALL( SCIPgetLPBInvARow(scip, basisrow[ind], binvrow, coef, NULL, NULL) );
/* get the simplex-coefficients of the non-basic variables */
SCIP_CALL( getSimplexCoefficients(scip, rows, nrows, cols, ncols, coef, binvrow, simplexcoefs1, &nonbasicnumber) );
/* get rank of variable if not known already */
if ( varrank[ind] < 0 )
varrank[ind] = getVarRank(scip, binvrow, rowsmaxval, sepadata->maxweightrange, rows, nrows);
cutrank = MAX(cutrank, varrank[ind]);
/* get right hand side and bound of simplex talbeau row */
cutlhs1 = SCIPcolGetPrimsol(col);
if ( SCIPisFeasPositive(scip, cutlhs1) )
bound1 = SCIPcolGetUb(col);
else
bound1 = SCIPcolGetLb(col);
/* determine second simplex row */
var = SCIPnodeGetVarSOS1(conflictgraph, fixings2[edgenumber]);
col = SCIPvarGetCol(var);
ind = SCIPcolGetLPPos(col);
assert( ind >= 0 );
assert( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_BASIC );
/* get the 'ind'th row of B^-1 and B^-1 \cdot A */
SCIP_CALL( SCIPgetLPBInvRow(scip, basisrow[ind], binvrow, NULL, NULL) );
SCIP_CALL( SCIPgetLPBInvARow(scip, basisrow[ind], binvrow, coef, NULL, NULL) );
/* get the simplex-coefficients of the non-basic variables */
SCIP_CALL( getSimplexCoefficients(scip, rows, nrows, cols, ncols, coef, binvrow, simplexcoefs2, &nonbasicnumber) );
/* get rank of variable if not known already */
if ( varrank[ind] < 0 )
varrank[ind] = getVarRank(scip, binvrow, rowsmaxval, sepadata->maxweightrange, rows, nrows);
cutrank = MAX(cutrank, varrank[ind]);
/* get right hand side and bound of simplex talbeau row */
cutlhs2 = SCIPcolGetPrimsol(col);
if ( SCIPisFeasPositive(scip, cutlhs2) )
bound2 = SCIPcolGetUb(col);
else
bound2 = SCIPcolGetLb(col);
/* add coefficients to cut */
SCIP_CALL( generateDisjCutSOS1(scip, sepa, rows, nrows, cols, ncols, ndisjcuts, TRUE, sepadata->strengthen, cutlhs1, cutlhs2, bound1, bound2, simplexcoefs1, simplexcoefs2, cutcoefs, &row, &madeintegral) );
if ( row == NULL )
continue;
/* raise cutrank for present cut */
++cutrank;
/* check if there are numerical evidences */
if ( ( madeintegral && ( sepadata->maxrankintegral == -1 || cutrank <= sepadata->maxrankintegral ) )
|| ( ! madeintegral && ( sepadata->maxrank == -1 || cutrank <= sepadata->maxrank ) ) )
{
/* possibly add cut to LP if it is useful; in case the lhs of the cut is minus infinity (due to scaling) the cut is useless */
rownnonz = SCIProwGetNNonz(row);
if ( rownnonz > 0 && ! SCIPisInfinity(scip, -SCIProwGetLhs(row)) && ! SCIProwIsInLP(row) && SCIPisCutEfficacious(scip, NULL, row) )
{
SCIP_Bool infeasible;
/* set cut rank */
SCIProwChgRank(row, cutrank);
/* add cut */
SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
SCIPdebug( SCIP_CALL( SCIPprintRow(scip, row, NULL) ) );
if ( infeasible )
{
*result = SCIP_CUTOFF;
break;
}
++ndisjcuts;
}
}
/* release row */
SCIP_CALL( SCIPreleaseRow(scip, &row) );
}
/* save total number of cuts found so far */
sepadata->lastncutsfound = SCIPgetNCutsFound(scip);
/* evaluate the result of the separation */
if ( *result != SCIP_CUTOFF )
{
if ( ndisjcuts > 0 )
*result = SCIP_SEPARATED;
else
*result = SCIP_DIDNOTFIND;
}
SCIPdebugMessage("Number of found disjunctive cuts: %d.\n", ndisjcuts);
/* free buffer arrays */
SCIPfreeBufferArrayNull(scip, &cutcoefs);
SCIPfreeBufferArrayNull(scip, &simplexcoefs2);
SCIPfreeBufferArrayNull(scip, &simplexcoefs1);
SCIPfreeBufferArrayNull(scip, &coef);
SCIPfreeBufferArrayNull(scip, &binvrow);
SCIPfreeBufferArrayNull(scip, &basisrow);
SCIPfreeBufferArrayNull(scip, &fixings2);
SCIPfreeBufferArrayNull(scip, &fixings1);
SCIPfreeBufferArrayNull(scip, &edgearray);
SCIPfreeBufferArrayNull(scip, &rowsmaxval);
SCIPfreeBufferArrayNull(scip, &varrank);
return SCIP_OKAY;
}
/** computes a disjunctive cut inequality based on two simplex taubleau rows */
static
SCIP_RETCODE generateDisjCutSOS1(
SCIP* scip, /**< SCIP pointer */
SCIP_SEPA* sepa, /**< separator */
SCIP_ROW** rows, /**< LP rows */
int nrows, /**< number of LP rows */
SCIP_COL** cols, /**< LP columns */
int ncols, /**< number of LP columns */
int ndisjcuts, /**< number of disjunctive cuts found so far */
SCIP_Bool scale, /**< should cut be scaled */
SCIP_Bool strengthen, /**< should cut be strengthened if integer variables are present */
SCIP_Real cutlhs1, /**< left hand side of the first simplex row */
SCIP_Real cutlhs2, /**< left hand side of the second simplex row */
SCIP_Real bound1, /**< bound of first simplex row */
SCIP_Real bound2, /**< bound of second simplex row */
SCIP_Real* simplexcoefs1, /**< simplex coefficients of first row */
SCIP_Real* simplexcoefs2, /**< simplex coefficients of second row */
SCIP_Real* cutcoefs, /**< pointer to store cut coefficients (length: nscipvars) */
SCIP_ROW** row, /**< pointer to store disjunctive cut inequality */
SCIP_Bool* madeintegral /**< pointer to store whether cut has been scaled to integral values */
)
{
char cutname[SCIP_MAXSTRLEN];
SCIP_COL** rowcols;
SCIP_COL* col;
SCIP_Real* rowvals;
SCIP_Real lhsrow;
SCIP_Real rhsrow;
SCIP_Real cutlhs;
SCIP_Real sgn;
SCIP_Real lb;
SCIP_Real ub;
int nonbasicnumber = 0;
int rownnonz;
int ind;
int r;
int c;
assert( scip != NULL );
assert( row != NULL );
assert( rows != NULL );
assert( cols != NULL );
assert( simplexcoefs1 != NULL );
assert( simplexcoefs2 != NULL );
assert( cutcoefs != NULL );
assert( sepa != NULL );
assert( madeintegral != NULL );
*madeintegral = FALSE;
/* check signs */
if ( SCIPisFeasPositive(scip, cutlhs1) == SCIPisFeasPositive(scip, cutlhs2) )
sgn = 1.0;
else
sgn = -1.0;
/* check bounds */
if ( SCIPisInfinity(scip, REALABS(bound1)) || SCIPisInfinity(scip, REALABS(bound2)) )
strengthen = FALSE;
/* compute left hand side of row (a later update is possible, see below) */
cutlhs = sgn * cutlhs1 * cutlhs2;
/* add cut-coefficients of the non-basic non-slack variables */
for (c = 0; c < ncols; ++c)
{
col = cols[c];
assert( col != NULL );
ind = SCIPcolGetLPPos(col);
assert( ind >= 0 );
if ( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_LOWER )
{
lb = SCIPcolGetLb(col);
/* for integer variables we may obtain stronger coefficients */
if ( strengthen && SCIPcolIsIntegral(col) )
{
SCIP_Real mval;
SCIP_Real mvalfloor;
SCIP_Real mvalceil;
mval = (cutlhs2 * simplexcoefs1[nonbasicnumber] - cutlhs1 * simplexcoefs2[nonbasicnumber]) / (cutlhs2 * bound1 + cutlhs1 * bound2);
mvalfloor = SCIPfloor(scip, mval);
mvalceil = SCIPceil(scip, mval);
cutcoefs[ind] = MIN(sgn * cutlhs2 * (simplexcoefs1[nonbasicnumber] - mvalfloor * bound1), sgn * cutlhs1 * (simplexcoefs2[nonbasicnumber] + mvalceil * bound2));
assert( SCIPisFeasLE(scip, cutcoefs[ind], MAX(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber])) );
}
else
cutcoefs[ind] = MAX(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs += cutcoefs[ind] * lb;
++nonbasicnumber;
}
else if ( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_UPPER )
{
ub = SCIPcolGetUb(col);
/* for integer variables we may obtain stronger coefficients */
if ( strengthen && SCIPcolIsIntegral(col) )
{
SCIP_Real mval;
SCIP_Real mvalfloor;
SCIP_Real mvalceil;
mval = (cutlhs2 * simplexcoefs1[nonbasicnumber] - cutlhs1 * simplexcoefs2[nonbasicnumber]) / (cutlhs2 * bound1 + cutlhs1 * bound2);
mvalfloor = SCIPfloor(scip, -mval);
mvalceil = SCIPceil(scip, -mval);
cutcoefs[ind] = MAX(sgn * cutlhs2 * (simplexcoefs1[nonbasicnumber] + mvalfloor * bound1), sgn * cutlhs1 * (simplexcoefs2[nonbasicnumber] - mvalceil * bound2));
assert( SCIPisFeasLE(scip, -cutcoefs[ind], -MIN(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber])) );
}
else
cutcoefs[ind] = MIN(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs += cutcoefs[ind] * ub;
++nonbasicnumber;
}
else
{
assert( SCIPcolGetBasisStatus(col) != SCIP_BASESTAT_ZERO );
cutcoefs[ind] = 0.0;
}
}
/* add cut-coefficients of the non-basic slack variables */
for (r = 0; r < nrows; ++r)
{
rhsrow = SCIProwGetRhs(rows[r]) - SCIProwGetConstant(rows[r]);
lhsrow = SCIProwGetLhs(rows[r]) - SCIProwGetConstant(rows[r]);
assert( SCIProwGetBasisStatus(rows[r]) != SCIP_BASESTAT_ZERO );
assert( SCIPisFeasZero(scip, lhsrow - rhsrow) || SCIPisNegative(scip, lhsrow - rhsrow) );
assert( SCIProwIsInLP(rows[r]) );
if ( SCIProwGetBasisStatus(rows[r]) != SCIP_BASESTAT_BASIC )
{
SCIP_Real cutcoef;
if ( SCIProwGetBasisStatus(rows[r]) == SCIP_BASESTAT_UPPER )
{
assert( SCIPisFeasZero(scip, SCIPgetRowLPActivity(scip, rows[r]) - SCIProwGetRhs(rows[r])) );
cutcoef = MAX(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs -= cutcoef * rhsrow;
++nonbasicnumber;
}
else /* SCIProwGetBasisStatus(rows[r]) == SCIP_BASESTAT_LOWER */
{
assert( SCIProwGetBasisStatus(rows[r]) == SCIP_BASESTAT_LOWER );
assert( SCIPisFeasZero(scip, SCIPgetRowLPActivity(scip, rows[r]) - SCIProwGetLhs(rows[r])) );
cutcoef = MIN(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs -= cutcoef * lhsrow;
++nonbasicnumber;
}
rownnonz = SCIProwGetNNonz(rows[r]);
rowvals = SCIProwGetVals(rows[r]);
rowcols = SCIProwGetCols(rows[r]);
for (c = 0; c < rownnonz; ++c)
{
ind = SCIPcolGetLPPos(rowcols[c]);
/* if column is not in LP, then return without generating cut */
if ( ind < 0 )
{
*row = NULL;
return SCIP_OKAY;
}
cutcoefs[ind] -= cutcoef * rowvals[c];
}
}
}
/* create cut */
(void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s_%d_%d", SCIPsepaGetName(sepa), SCIPgetNLPs(scip), ndisjcuts);
if ( SCIPgetDepth(scip) == 0 )
SCIP_CALL( SCIPcreateEmptyRowSepa(scip, row, sepa, cutname, cutlhs, SCIPinfinity(scip), FALSE, FALSE, TRUE) );
else
SCIP_CALL( SCIPcreateEmptyRowSepa(scip, row, sepa, cutname, cutlhs, SCIPinfinity(scip), TRUE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, *row) );
for (c = 0; c < ncols; ++c)
{
ind = SCIPcolGetLPPos(cols[c]);
assert( ind >= 0 );
if ( ! SCIPisFeasZero(scip, cutcoefs[ind]) )
{
SCIP_CALL( SCIPaddVarToRow(scip, *row, SCIPcolGetVar(cols[c]), cutcoefs[ind] ) );
}
}
SCIP_CALL( SCIPflushRowExtensions(scip, *row) );
/* try to scale the cut to integral values
* @todo find better but still stable disjunctive cut settings
*/
if ( scale )
{
int maxdepth;
int depth;
SCIP_Longint maxdnom;
SCIP_Real maxscale;
depth = SCIPgetDepth(scip);
assert( depth >= 0 );
maxdepth = SCIPgetMaxDepth(scip);
if ( depth == 0 )
{
maxdnom = 1000;
maxscale = 1000.0;
}
else if ( depth <= maxdepth/4 )
{
maxdnom = 1000;
maxscale = 1000.0;
}
else if ( depth <= maxdepth/2 )
{
maxdnom = 100;
maxscale = 100.0;
}
else
{
maxdnom = 10;
maxscale = 10.0;
}
SCIP_CALL( SCIPmakeRowIntegral(scip, *row, -SCIPepsilon(scip), SCIPsumepsilon(scip), maxdnom, maxscale, TRUE, madeintegral) );
}
return SCIP_OKAY;
}
